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Chapter 2 Introduction to Neural network

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¯W [3] =<br />

(rand(p, k + 1) − 0.5)<br />

k + 1<br />

where ”rand” is uniformly distributed in [0, 1].<br />

Step 2. Pick a input-target pair randomly from the training set.<br />

say (x i , t i ). Calculate the output when x i is the input according <strong>to</strong><br />

[<br />

[<br />

y i = H ¯W [3] · G[<br />

¯W [2] · F ¯W [1]¯x ]] ]<br />

i<br />

where<br />

F = [f 1 (u 1 ) [1] , f 2 (u 2 ) [1] , · · · , f m (u m ) [1] ] T<br />

G = [g 1 (u 1 ) [2] , g 2 (u 2 ) [2] , · · · , g k (u k ) [2] ] T<br />

H = [h 1 (u 1 ) [3] , h 2 (u 2 ) [3] , · · · , h p (u p ) [3] ] T<br />

All functions are chosen in advance.<br />

Step 3.<br />

Find the weight corrections for each layer.<br />

First define the vec<strong>to</strong>r e i = t i − y i .<br />

Define the local error vec<strong>to</strong>r δ [s] , s = 1, 2, 3<br />

δ [3] = diag(e) ∂H<br />

∂u [3]<br />

△ ¯W [3] = αδ [3] (ō [2] ) T<br />

, α − stepsize<br />

OBS! ō [2] is the extended vec<strong>to</strong>r!<br />

( (W<br />

δ [2] [3]<br />

= diag<br />

) )<br />

T<br />

δ<br />

[3] ∂G<br />

OBS! W [3] is without the biases!<br />

△ ¯W [2] = αδ [2] (ō [1] ) T<br />

∂u [2]<br />

( (W<br />

δ [1] [2]<br />

= diag<br />

) )<br />

T<br />

δ<br />

[2] ∂F<br />

∂u [1]<br />

△ ¯W [1] = αδ [1]¯x T 46

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